texture font not carrying over
Safe a .tga file in the same location as the A.blend and Z.blend file.


Go to the location where A.blend and Z.blend is saved.
Create new folder call it "texture"
drop .tga file in the texture folder.


To recap if your A.blend and Z.blend file is in E:\mesh\
then your texture must be found in E:\mesh\texture\

A second solution would be to pack the image file inside the blend file.
In your case Z.blend needs to have a packed copy of the .tga in question.



That was how blender game makers pack all their textures, when they ship their game out for others to download for play testing. In this way the client will
always have all the texture require for the game to look good.

Hope that helps.